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Hello Ed,
In the backtester settings, do you have "Allow same bar exit"
checked ?
HB
--- In amibroker@xxxxxxxxxxxxxxx, "ed2000nl" <pablito@xxxx> wrote:
> hi,
>
> thanks for your reply.
>
> I tried with settradedelays(0,0,0,0) which is the default. Doesn't
> this mean that the buydelay and the selldelay are 0, or 0 days/bars?
>
> So, that would mean that it would look for a sell at the same day
of
> purchase?
>
> From the help and the manual I can't figure out wether the
buydelay,
> selldelay etc inside settradedelays are flags or actual days
(bars).
>
> However in my little program below setting settradedelays(0,0,0,0)
> does not sell at the same day of purchase when it should.
>
> thanks and regards, Ed
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > Ed
> > check settings/trade delay it sounds like you have it set to 1
> which means
> > "Next bar"
> >
> > Regards,
> > Jayson
> > -----Original Message-----
> > From: ed2000nl [mailto:pablito@x...]
> > Sent: Monday, September 29, 2003 10:23 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: help with trading system
> >
> >
> > hi,
> >
> > I have one additional question (for now ...). I have this simple
> > trading system (see below). I buy at the open. If I would like to
> > sell the same day at the close if it exceeds the threshold of in
> this
> > case 4% how do I program that. Now it only starts finding sell
> > signals the day after the purchase.
> >
> > thanks, Ed
> >
> >
> >
> > // ---------------------------------------------------------------
--
> -
> > // make a simple trading system
> > Buy = Cross(RSI(),30);
> >
> > // buy the next day at the open
> > // use Ref(Buy -1) because the Ref function returns a value
> > // so the "1" numbers inside the Buy array are moved forward this
> way.
> > Buy = Ref(Buy, -1);
> >
> > // define the BuyPrice
> > BuyPrice = ValueWhen( Buy, Open);
> >
> > SellCond1 = C > BuyPrice * 1.04;
> > SellCond2 = C < BuyPrice * 0.96;
> > SellCond3 = Cross( BarsSince(Buy), 5 );
> >
> > Sell = SellCond1 OR SellCond2 OR SellCond3;
> >
> > SellPrice = (SellCond1 * C);
> > SellPrice = SellPrice + (SellCond2 * C);
> > SellPrice = SellPrice + (SellCond3 * C);
> >
> > Buy = ExRem(Buy,Sell);
> > Sell = ExRem(Sell,Buy);
> > // ---------------------------------------------------------------
--
> -
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> > > Ed, you should not need to do loops for this, just set the
> > conditions you
> > > want.
> > > Is this close to what you were wanting?
> > >
> > > SetTradeDelays( 0, 0, 0, 0 );
> > > Buy = YourBuyCondition;
> > > Buy = Exrem( Buy, Sell );
> > > SellCond1 = Cross( C, Valuewhen( Buy, C) * 1.02 );
> > > SellCond2 = Cross( Valuewhen( Buy, C) * 0.96, C );
> > > SellCond3 = Cross( Barssince(buy), 5 );
> > > Sell = SellCond1 OR SellCond2 OR SellCond3 ;
> > > SellPrice = C;
> > >
> > >
> > > Cheers,
> > > Graham
> > > http://groups.msn.com/ASXShareTrading
> > > http://groups.msn.com/FMSAustralia
> > >
> > >
> > > -----Original Message-----
> > > From: ed2000nl [mailto:pablito@x...]
> > > Sent: Monday, 29 September 2003 4:45 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] help with trading system
> > >
> > >
> > > hi,
> > >
> > > I need some basic help with trading systems. I am so used to an
> > other
> > > programming language and can't seem to find out how to fully
> > utilise
> > > AB in similar ways.
> > >
> > > as an example I want to find out how to program a simple system
> > >
> > > 1) say I got my "buy" array defined.
> > >
> > > 2) now I want to sell in the following days at the close
whenever
> > the
> > > price has increased by 2% or more.
> > >
> > > 3) I sell with a loss at the close whenever the price decreases
by
> > 4%
> > > or more.
> > >
> > > 4) and I sell at the close price when the number of trading days
> > > exceeds 5 and the stock is still in possesion.
> > >
> > > How could I use AFL in the best way. Do I need to use loopings?
> > >
> > > thanks in advance,
> > >
> > > Ed
> > >
> > >
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